A Non-Central Functional Limit Theorem for Quadratic Forms in Martingale Difference Sequences

Adam Jakubowski

Publications mathématiques et informatique de Rennes (1989-1990)

  • Volume: 1989-1990, Issue: 1, page 69-73

How to cite

top

Jakubowski, Adam. "A Non-Central Functional Limit Theorem for Quadratic Forms in Martingale Difference Sequences." Publications mathématiques et informatique de Rennes 1989-1990.1 (1989-1990): 69-73. <http://eudml.org/doc/273933>.

@article{Jakubowski1989-1990,
author = {Jakubowski, Adam},
journal = {Publications mathématiques et informatique de Rennes},
keywords = {quadratic forms; martingale difference sequence; double Wiener-Itô stochastic integral},
language = {eng},
number = {1},
pages = {69-73},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {A Non-Central Functional Limit Theorem for Quadratic Forms in Martingale Difference Sequences},
url = {http://eudml.org/doc/273933},
volume = {1989-1990},
year = {1989-1990},
}

TY - JOUR
AU - Jakubowski, Adam
TI - A Non-Central Functional Limit Theorem for Quadratic Forms in Martingale Difference Sequences
JO - Publications mathématiques et informatique de Rennes
PY - 1989-1990
PB - Département de Mathématiques et Informatique, Université de Rennes
VL - 1989-1990
IS - 1
SP - 69
EP - 73
LA - eng
KW - quadratic forms; martingale difference sequence; double Wiener-Itô stochastic integral
UR - http://eudml.org/doc/273933
ER -

References

top
  1. [Ito51] Itô, K.Multiple Wiener integral, J. Math. Soc. Japan3 (1951), pp. 157-169. Zbl0044.12202MR44064
  2. [JaMé90] Jakubowski, A. et Mémin, J.A functional central limit theorem for quadratic forms in independent random variables, preprint (1990). Zbl0925.60025
  3. [JMP89] Jakubowski, A., Mémin, J. et Pages, G.Convergence en loi des suites d’integrales stochastiques sur l’espace 𝔻 1 de SkorokhodProbab. Th. Rel. Fields81 (1990), pp. 111-137. Zbl0638.60049
  4. [Maj81] Major, P.Multiple Wiener-Ito Integrals, Lecture Notes in Math., 849, Springer1981. Zbl0451.60002MR611334
  5. [Ros79] Rosenblatt, M.Some limit theorems for partial sums of quadratic forms in stationary gaussian variablesZ. Wahrsch. verw. Gebiete49 (1979), pp 125-132. Zbl0388.60048MR543988
  6. [SuHo86] Sun, T.C. et Ho, H.C.On central and non-central limit theorems for nonlinear functions of a stationary Gaussian process, in: Eberlein, E. et Taqqu, M., Eds, Dependence in Probability and Statistics, Birkhäuser, Boston1986. Zbl0614.60018MR899983

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.